I've had the exact same problem with all my Allen Edmonds. I'm a true 11D, but in the Park Ave, Strand, and McAllister (all balmorals) I wear a 10EEE. They don't fit very well, but they fit okay. As far as I can tell, most of the AE lasts don't accomodate a medium width foot with a high instep / high arch. Maybe others here can speak to that.
Are we doomed to ill-fitting balmorals from AE? Do I just need to wear bluchers?
I tried on a 9.5 EEE yesterday, when I returned my Strands, and it was a little loose on the front for my feet. Also, there was still a significant gap on the top (very close to jimanchower's 9EEE Hales). So, my next option would be Jos A Bank's AE Boardroom, which is a Park Avenue on the 7 last. Will give you guys an update.